Mixed marginal copula modeling
David Gunawan, Mohamad A. Khaled, Robert Kohn
| Year of publication: |
2020
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|---|---|
| Authors: | Gunawan, David ; Khaled, Mohamad A. ; Kohn, Robert |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 1, p. 137-147
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| Subject: | Bayesian analysis | Markov chain Monte Carlo | Mixtures of copulas | Multivariate income dynamics. | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1469998 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012179532